Everything looks good. You even have full duplex mode so you can use Skype. I am using the same card and for some reason I did not have a full duplex mode but the card works flawlessly. I heard that there is a difference in installation between OSS coming from ports and the binaries from the web site. There is also a new version in ports. Maybe I finally get lucky to get recording going.

Where did you plug your headphones? They must be pluged directly into the audio card on the back side.

Try playing an mp3 file from the comand line going dirrectly to
/dev/oss/audigyls0 or send a file to the device node you should hear a noise.

You do not have problem with OSS and the sound card but with the desktop configuration.